PREVIEW / futures_30min / 2013-05-16

all futures 30-min files

  file:    by_date/futures_30min/2013/2013-05-16.parquet
  size:    78 KB
  rows:    2,875

schema

  timestamp    TIMESTAMP
  symbol       VARCHAR
  asset_type   VARCHAR
  open         DOUBLE
  high         DOUBLE
  low          DOUBLE
  close        DOUBLE
  volume       DOUBLE

sample rows

timestamp	symbol	asset_type	open	high	low	close	volume
2013-05-16 00:00:00	ES	Futures	1703.66	1703.66	1703.15	1703.66	1019.0
2013-05-16 00:30:00	ES	Futures	1703.41	1703.66	1703.15	1703.41	439.0
2013-05-16 01:00:00	ES	Futures	1703.66	1703.92	1702.63	1702.63	2734.0
2013-05-16 01:30:00	ES	Futures	1702.89	1703.41	1702.63	1703.15	1309.0
2013-05-16 02:00:00	ES	Futures	1703.15	1703.92	1702.63	1702.89	3601.0
2013-05-16 02:30:00	ES	Futures	1702.89	1703.15	1702.37	1702.89	3972.0
2013-05-16 03:00:00	ES	Futures	1702.89	1703.66	1702.37	1702.37	9571.0
2013-05-16 03:30:00	ES	Futures	1702.63	1702.63	1700.06	1701.6	12465.0
2013-05-16 04:00:00	ES	Futures	1701.86	1702.63	1700.83	1701.09	9168.0
2013-05-16 04:30:00	ES	Futures	1701.34	1703.92	1701.34	1702.89	8118.0
2013-05-16 05:00:00	ES	Futures	1703.15	1704.44	1702.89	1703.15	5416.0
2013-05-16 05:30:00	ES	Futures	1703.41	1703.41	1701.86	1702.12	6079.0
2013-05-16 06:00:00	ES	Futures	1702.12	1703.92	1702.12	1703.66	4884.0
2013-05-16 06:30:00	ES	Futures	1703.41	1704.69	1703.41	1704.44	10027.0
2013-05-16 07:00:00	ES	Futures	1704.44	1705.72	1703.66	1704.18	10514.0
2013-05-16 07:30:00	ES	Futures	1704.44	1705.98	1703.92	1705.98	10425.0
2013-05-16 08:00:00	ES	Futures	1705.98	1707.01	1705.21	1705.72	17752.0
2013-05-16 08:30:00	ES	Futures	1705.47	1705.72	1700.83	1702.89	58002.0
2013-05-16 09:00:00	ES	Futures	1703.15	1703.15	1701.6	1702.89	30603.0
2013-05-16 09:30:00	ES	Futures	1703.15	1708.3	1702.63	1706.75	225150.0
2013-05-16 10:00:00	ES	Futures	1707.01	1707.27	1700.83	1703.41	262777.0
2013-05-16 10:30:00	ES	Futures	1703.66	1706.75	1702.63	1704.95	147156.0
2013-05-16 11:00:00	ES	Futures	1704.95	1709.07	1704.69	1706.75	118975.0
2013-05-16 11:30:00	ES	Futures	1706.75	1709.07	1706.75	1707.01	78391.0
2013-05-16 12:00:00	ES	Futures	1707.27	1707.53	1705.72	1705.98	62067.0
2013-05-16 12:30:00	ES	Futures	1706.24	1706.75	1704.95	1706.5	59871.0
2013-05-16 13:00:00	ES	Futures	1706.5	1706.5	1704.95	1705.47	33961.0
2013-05-16 13:30:00	ES	Futures	1705.47	1706.5	1704.69	1705.21	53933.0
2013-05-16 14:00:00	ES	Futures	1705.21	1708.3	1704.95	1707.01	72463.0
2013-05-16 14:30:00	ES	Futures	1707.27	1707.27	1702.63	1702.63	94873.0
2013-05-16 15:00:00	ES	Futures	1702.89	1703.92	1698.77	1700.31	142604.0
2013-05-16 15:30:00	ES	Futures	1700.57	1700.57	1695.94	1698.25	235398.0
2013-05-16 16:00:00	ES	Futures	1698.51	1700.06	1697.48	1698.51	84049.0
2013-05-16 16:30:00	ES	Futures	1698.77	1700.31	1698.51	1699.54	9523.0
2013-05-16 17:00:00	ES	Futures	1699.54	1700.31	1699.28	1699.28	1979.0
2013-05-16 18:00:00	ES	Futures	1699.54	1699.8	1698.25	1699.28	3326.0
2013-05-16 18:30:00	ES	Futures	1699.54	1699.8	1699.28	1699.8	915.0
2013-05-16 19:00:00	ES	Futures	1699.8	1700.31	1699.28	1699.54	1052.0
2013-05-16 19:30:00	ES	Futures	1699.8	1699.8	1699.03	1699.8	615.0
2013-05-16 20:00:00	ES	Futures	1700.06	1700.83	1699.28	1700.57	2756.0
2013-05-16 20:30:00	ES	Futures	1700.57	1701.09	1700.31	1700.31	1800.0
2013-05-16 21:00:00	ES	Futures	1700.31	1700.83	1700.06	1700.57	1738.0
2013-05-16 21:30:00	ES	Futures	1700.57	1700.83	1700.06	1700.31	952.0
2013-05-16 22:00:00	ES	Futures	1700.57	1701.86	1700.06	1701.6	2361.0
2013-05-16 22:30:00	ES	Futures	1701.86	1701.86	1701.09	1701.34	950.0
2013-05-16 23:00:00	ES	Futures	1701.6	1701.6	1701.09	1701.34	401.0
2013-05-16 23:30:00	ES	Futures	1701.34	1701.86	1700.57	1700.83	1444.0
2013-05-16 00:00:00	NQ	Futures	3504.97	3504.97	3503.81	3504.39	86.0
2013-05-16 00:30:00	NQ	Futures	3504.1	3504.68	3503.81	3504.68	47.0
2013-05-16 01:00:00	NQ	Futures	3504.68	3504.97	3502.64	3502.64	150.0

> showing 50 of 2,875 rows — these rows as CSV

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